Financial Market Volatility and Primary Placements
This paper studies empirically the link between financial markets volatility and primary placements of stocks and bonds for the US economy. We find that the impact of volatility on primary placements is not statistically significant.
|Date of creation:||Feb 2009|
|Date of revision:||Feb 2009|
|Contact details of provider:|| Postal: Piazza Ateneo Nuovo, 1 Milano 20126|
Phone: +39 02 6448 3089
Fax: +39 02 6448 3085
Web page: http://dems.unimib.it
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Huntley Schaller & Robert Chirinko, 1993.
"Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy,"
Carleton Economic Papers
93-08, Carleton University, Department of Economics, revised Aug 1996.
- Chirinko, Robert S. & Schaller, Huntley, 1996. "Bubbles, fundamentals, and investment: A multiple equation testing strategy," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 47-76, August.
- Robert S. Chirinko & Huntley Schaller, 1993. "Bubbles, fundamentals, and investment: a multiple equation testing strategy," Research Working Paper 93-03, Federal Reserve Bank of Kansas City.
- Blanchard, O. & Rhee, C. & Summers, L., 1990.
"The Stock Market, Profit And Investment,"
RCER Working Papers
233, University of Rochester - Center for Economic Research (RCER).
- William Schwert, G., 1989. "Business cycles, financial crises, and stock volatility : Reply to Shiller," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 133-137, January.
- Lowry, Michelle, 2003. "Why does IPO volume fluctuate so much?," Journal of Financial Economics, Elsevier, vol. 67(1), pages 3-40, January.
- Ivo Welch, 2004.
"Capital Structure and Stock Returns,"
Journal of Political Economy,
University of Chicago Press, vol. 112(1), pages 106-131, February.
- William Schwert, G., 2002.
"Stock volatility in the new millennium: how wacky is Nasdaq?,"
Journal of Monetary Economics,
Elsevier, vol. 49(1), pages 3-26, January.
- G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.
- Chou, Ray Yeutien, 1988. "Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 279-294, October-D.
- G. William Schwert, 1989.
"Business Cycles, Financial Crises, and Stock Volatility,"
NBER Working Papers
2957, National Bureau of Economic Research, Inc.
- Schwert, G. William, 1989. "Business cycles, financial crises, and stock volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
- Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
When requesting a correction, please mention this item's handle: RePEc:mib:wpaper:156. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Matteo Pelagatti)
If references are entirely missing, you can add them using this form.